DREIX vs. DFSVX
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DREIX is managed by Dimensional. It was launched on Mar 6, 2012. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DREIX vs. DFSVX - Performance Comparison
Loading graphics...
DREIX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | -2.71% | 21.88% | 14.91% | 20.52% | -14.84% | 19.09% | 13.43% | 25.48% | -12.30% | 24.27% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DREIX achieves a -2.71% return, which is significantly lower than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with DREIX having a 10.91% annualized return and DFSVX not far behind at 10.61%.
DREIX
- 1D
- -0.43%
- 1M
- -8.69%
- YTD
- -2.71%
- 6M
- 0.65%
- 1Y
- 19.92%
- 3Y*
- 15.63%
- 5Y*
- 9.12%
- 10Y*
- 10.91%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DREIX vs. DFSVX - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DREIX vs. DFSVX — Risk / Return Rank
DREIX
DFSVX
DREIX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DREIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.03 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.55 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.34 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.30 | 4.99 | +1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DREIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.03 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.44 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.45 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.51 | +0.17 |
Correlation
The correlation between DREIX and DFSVX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DREIX vs. DFSVX - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 5.43%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 5.43% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DREIX vs. DFSVX - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DREIX and DFSVX.
Loading graphics...
Drawdown Indicators
| DREIX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -66.70% | +30.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -15.11% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -27.69% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -52.12% | +15.47% |
Current DrawdownCurrent decline from peak | -9.15% | -7.77% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -9.51% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 4.14% | -1.50% |
Volatility
DREIX vs. DFSVX - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 4.80% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DREIX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.00% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 12.75% | -4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 23.31% | -7.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 21.67% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 23.92% | -7.50% |